NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 104.51 104.93 0.42 0.4% 103.84
High 105.52 104.93 -0.59 -0.6% 104.92
Low 103.88 103.39 -0.49 -0.5% 103.45
Close 104.73 104.17 -0.56 -0.5% 104.90
Range 1.64 1.54 -0.10 -6.1% 1.47
ATR 1.09 1.12 0.03 3.0% 0.00
Volume 31,561 48,064 16,503 52.3% 193,991
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.78 108.02 105.02
R3 107.24 106.48 104.59
R2 105.70 105.70 104.45
R1 104.94 104.94 104.31 104.55
PP 104.16 104.16 104.16 103.97
S1 103.40 103.40 104.03 103.01
S2 102.62 102.62 103.89
S3 101.08 101.86 103.75
S4 99.54 100.32 103.32
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.83 108.34 105.71
R3 107.36 106.87 105.30
R2 105.89 105.89 105.17
R1 105.40 105.40 105.03 105.65
PP 104.42 104.42 104.42 104.55
S1 103.93 103.93 104.77 104.18
S2 102.95 102.95 104.63
S3 101.48 102.46 104.50
S4 100.01 100.99 104.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.55 103.39 2.16 2.1% 1.33 1.3% 36% False True 37,089
10 105.55 103.39 2.16 2.1% 1.14 1.1% 36% False True 38,876
20 105.55 99.14 6.41 6.2% 1.10 1.1% 78% False False 31,257
40 105.55 95.59 9.96 9.6% 0.99 0.9% 86% False False 23,900
60 105.55 94.61 10.94 10.5% 0.97 0.9% 87% False False 19,265
80 105.55 93.72 11.83 11.4% 0.96 0.9% 88% False False 16,146
100 105.55 90.83 14.72 14.1% 0.92 0.9% 91% False False 13,842
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.48
2.618 108.96
1.618 107.42
1.000 106.47
0.618 105.88
HIGH 104.93
0.618 104.34
0.500 104.16
0.382 103.98
LOW 103.39
0.618 102.44
1.000 101.85
1.618 100.90
2.618 99.36
4.250 96.85
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 104.17 104.46
PP 104.16 104.36
S1 104.16 104.27

These figures are updated between 7pm and 10pm EST after a trading day.

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